A. Doruk Gunaydin

Sabanci University

Assistant Professor of Finance

School of Management

Orhanli Tuzla

─░stanbul, 34956

Turkey

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 25,808

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1,508

CITATIONS

0

Scholarly Papers (4)

1.

Liquidity and Equity Returns in Borsa Istanbul

Applied Economics, Vol. 48, No. 52, 2016
Number of pages: 32 Posted: 14 May 2015 Last Revised: 19 Sep 2016
Yigit Atilgan, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Sabanci University and Sabanci University
Downloads 19 (248,370)

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liquidity, emerging markets, equity returns, asset pricing

2.

Left-Tail Momentum: Limited Attention of Individual Investors and Expected Equity Returns

Number of pages: 81 Posted: 16 Nov 2017 Last Revised: 20 Nov 2017
Sabanci University, Georgetown University - Robert Emmett McDonough School of Business, Sabanci University and Sabanci University
Downloads 0 (14,523)

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left-tail risk, momentum, equity returns, retail investors, investor inattention

3.

Does Downside Beta Really Matter?

Number of pages: 36 Posted: 20 Sep 2017
Yigit Atilgan, K. Ozgur Demirtas and A. Doruk Gunaydin
Sabanci University, Sabanci University and Sabanci University
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Downside Risk, Downside Beta, Equity Returns, Asset Pricing

4.

Downside Beta and Equity Returns Around the World

Georgetown McDonough School of Business Research Paper No. 2798580
Number of pages: 61 Posted: 23 Jun 2016 Last Revised: 28 Sep 2016
Sabanci University, Georgetown University - Robert Emmett McDonough School of Business, Sabanci University and Sabanci University
Downloads 0 (109,293)

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Downside Risk, Downside Beta, Equity Returns, Asset Pricing, International Finance